Exchange 2013 Management tools on Windows 8.1 and Windows 10

Trying to install Exchange 2013 Management tools on Windows 8.1 is likely to present some problems by default. Unless you’ve already installed the IIS components required by Exchange you’ll get an extremely unhelpful error message when trying to install, saying that it cannot be installed on a client-based OS.tl;dr

Update 2017-08-17: The below process also reportedly works with Windows 10.

The exact error message is:

Error:The target of the specified cmdlet cannot be a Windows client-based operating system.

Which doesn’t tell you anything about the actual issue that’s preventing installation; which is that this is an insanely picky install. It’d make sense if we were installing Exchange, proper, for it to be picky, but this is just the management tools.